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1·The swap rate curve C i is a par yield …

根据平价收益率曲线给出的适当贴现率。在选择互换…

2·The swap rate is the margin between the forward exchange rate and the spot rate.

期率是指远期交易率和即期交易率之间的差额。

3·These worries are also reflected in the premium that banks pay to borrow euros for three months compared with a risk-free swap rate.

这种担忧也反映在银行在借贷欧元的溢价和无风险借贷利率差异上。

4·The market is still expecting 3 rate hikes this year, and the 3-month GBP swap rate has started to rise again after a sharp drop yesterday.

市场仍预期今年加息三次，3个月英镑掉期利率继昨天急跌之后开始再次上涨。

5·For example, the Credit Default Swap rate for Spain has dropped by 140 basis points since reaching a peak earlier this month of 360 basis points.

比如，西班牙债券违约掉期利率自月初触及360个基点的顶点以来，下跌了140个基点。

6·The euro tranche, with a coupon of4.25 per cent, was priced to yield40 basis points over the swap rate a measure of the interest charged by Banks when lending to each other.

此次欧元债券的票面利率为4.25%其定价较掉期利率贴水40个基点，所谓掉期利率指的是银行间相互借贷时的利率指标。

7·Borrowers on floating (variable) rates could swap with those on a fixed rate.

浮动利率(变化利率)借款人可以与那些固定利率的借款人进行掉期。

8·The second alarm is the widening in the spread between LIBOR and the relatively risk-free interest rate known as OIS (overnight indexed swap).

[color=#0000FF]第二个警报是LIBOR与相对无风险利率，亦被称为OIS（隔夜指数掉期利率），两者的差距不断拉大。

9·That at any rate is the market view, according to the price of a credit-default swap which pays out if the borrower defaults (see chart).

至少，这是市场的看法，这是根据如果借款人违约而需要支付的信用违约掉期的价格而得出的结论（见图表）。

10·I remember when interest rate swap accounting was done on a different market security basis.

我记得利率会换记账法，在不同的证券市场施行时。